Objective The study aimed to investigate the relationship between physical activity, gross motor skills and adiposity in South African children of pre-school age.Design Cross-sectional study.Setting High-income urban, and low-income urban and rural settings in South Africa.Participants Children (3-6 years old, n 268) were recruited from urban high-income (n 46), urban low-income (n 91) and rural low-income (n 122) settings. Height and weight were measured to calculate the main outcome variables: BMI and BMI-for-age Z-score (BAZ). Height-for-age and weight-for-age Z-scores were also calculated. Actigraph GT3X+ accelerometers were used to objectively measure physical activity; the Test of Gross Motor Development (Version 2) was used to assess gross motor skills.Results More children were overweight/obese and had a higher BAZ from urban low-income settings compared with urban high-income settings and rural low-income settings. Being less physically active was associated with thinness, but not overweight/obesity. Time spent in physical activity at moderate and vigorous intensities was positively associated with BMI and BAZ. Gross motor proficiency was not associated with adiposity in this sample.Conclusions The findings of this research highlight the need for obesity prevention particularly in urban low-income settings, as well as the need to take into consideration the complexity of the relationship between adiposity, physical activity and gross motor skills in South African pre-school children.